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1
Some stylized facts of the cryptocurrency market
Zhang, Wei
;
Wang, Pengfei
;
Li, Xiao
;
Shen, Dehua
- In:
Applied economics
50
(
2018
)
55
,
pp. 5950-5965
Persistent link: https://www.econbiz.de/10012062951
Saved in:
2
Volatility
estimation for cryptocurrencies using Markov-switching GARCH models
Silva, Paulo Vitor Jordão da Gama
;
Klotzle, Marcelo Cabus
- In:
International Journal of Financial Markets and …
7
(
2019
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012253524
Saved in:
3
Dynamic
volatility
modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model
Tan, Chia-Yen
;
Koh, You-Beng
;
Ng, Kok-Haur
;
Ng, Kooi-Huat
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012821468
Saved in:
4
Modeling Bitcoin price
volatility
: long memory vs Markov switching
Chkili, Walid
- In:
Eurasian economic review : a journal in applied …
11
(
2021
)
3
,
pp. 433-448
Persistent link: https://www.econbiz.de/10012616005
Saved in:
5
Can the "good-bad"
volatility
and the leverage effect improve the prediction of cryptocurrency
volatility
? : evidence from SHARV-MGJR model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015061457
Saved in:
6
Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941
Saved in:
7
Does market attention affect Bitcoin returns and
volatility
?
Figà-Talamanca, Gianna
;
Patacca, Marco
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 135-155
Persistent link: https://www.econbiz.de/10012065182
Saved in:
8
Calendar effects in Bitcoin returns and
volatility
Kinateder, Harald
;
Papavassiliou, Vassilios G.
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012485376
Saved in:
9
The risks of cryptocurrencies with long memory in
volatility
, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
10
Forecasting conditional
volatility
based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail : further evidence from equity market
Huang, Yirong
;
Luo, Yi
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014534834
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